+663.4%
MSI vs PFG
+184.0%
+479.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +3.2% | +2.4% | +0.9% | +2.4% |
| 30D | +17.6% | +5.9% | +11.7% | +15.2% |
| 3M | +14.5% | -0.4% | +15.0% | +14.3% |
| 6M | +34.3% | +14.8% | +19.4% | +27.6% |
| YTD | +39.7% | +31.9% | +7.8% | +26.1% |
| 1Y | +40.2% | +38.8% | +1.4% | +24.2% |
| 3Y | +77.1% | +82.4% | -5.2% | +39.7% |
| 5Y | +124.0% | +94.7% | +29.3% | +69.9% |
| All | +663.4% | +184.0% | +479.4% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling